Elevons are control surfaces that combine the functions of the elevator and the aileron.
You usually see this sort of configuration on tailless aircraft.
A good example of this is an aircraft known as a "flying wing".
As you can see from the picture above, the aileron and elevator surfaces reside in the same physical control surface.
For this to work, you have to create a "mix" because this plane has only one servo connected to the Aileron aileron port of the reciever (Channel 1), and one servo connected to the Elevator port of the receiver (Channel 2).
Throttle is assigned to Channel 3 and Rudder is assigned to channel 4.
Here is what basic elevon set up might look like on your radio, with the default AETR output.
Although negative values were required for this particular plane, you may not need to use the negative values for the Ailerons as shown here.
For the Elevator setting, you will need to have them be opposite as shown here.
To set up this particular plane, you would need to plug the left control surface into the Aileron port of the receiver (Channel 1) and the right surface into the Elevator port of the receiver (Channel 2).
When you apply up Elevator, both physical control surfaces should move in unison upward, as you might expect.
Similarly with the Ailerons, moving the aileron stick to the left, should push the left surface up and the right surface down.